| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,022.00 |
11,061.50 |
39.50 |
0.4% |
10,480.00 |
| High |
11,079.00 |
11,125.75 |
46.75 |
0.4% |
10,920.75 |
| Low |
10,969.00 |
11,040.75 |
71.75 |
0.7% |
10,397.50 |
| Close |
11,069.75 |
11,075.25 |
5.50 |
0.0% |
10,874.25 |
| Range |
110.00 |
85.00 |
-25.00 |
-22.7% |
523.25 |
| ATR |
247.55 |
235.94 |
-11.61 |
-4.7% |
0.00 |
| Volume |
449 |
485 |
36 |
8.0% |
3,209 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,335.50 |
11,290.50 |
11,122.00 |
|
| R3 |
11,250.50 |
11,205.50 |
11,098.50 |
|
| R2 |
11,165.50 |
11,165.50 |
11,090.75 |
|
| R1 |
11,120.50 |
11,120.50 |
11,083.00 |
11,143.00 |
| PP |
11,080.50 |
11,080.50 |
11,080.50 |
11,092.00 |
| S1 |
11,035.50 |
11,035.50 |
11,067.50 |
11,058.00 |
| S2 |
10,995.50 |
10,995.50 |
11,059.75 |
|
| S3 |
10,910.50 |
10,950.50 |
11,052.00 |
|
| S4 |
10,825.50 |
10,865.50 |
11,028.50 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,300.50 |
12,110.75 |
11,162.00 |
|
| R3 |
11,777.25 |
11,587.50 |
11,018.25 |
|
| R2 |
11,254.00 |
11,254.00 |
10,970.25 |
|
| R1 |
11,064.25 |
11,064.25 |
10,922.25 |
11,159.00 |
| PP |
10,730.75 |
10,730.75 |
10,730.75 |
10,778.25 |
| S1 |
10,541.00 |
10,541.00 |
10,826.25 |
10,636.00 |
| S2 |
10,207.50 |
10,207.50 |
10,778.25 |
|
| S3 |
9,684.25 |
10,017.75 |
10,730.25 |
|
| S4 |
9,161.00 |
9,494.50 |
10,586.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,125.75 |
10,489.00 |
636.75 |
5.7% |
204.75 |
1.8% |
92% |
True |
False |
691 |
| 10 |
11,125.75 |
10,288.00 |
837.75 |
7.6% |
243.00 |
2.2% |
94% |
True |
False |
662 |
| 20 |
11,125.75 |
10,288.00 |
837.75 |
7.6% |
254.00 |
2.3% |
94% |
True |
False |
678 |
| 40 |
11,125.75 |
9,390.50 |
1,735.25 |
15.7% |
252.50 |
2.3% |
97% |
True |
False |
480 |
| 60 |
11,125.75 |
8,829.25 |
2,296.50 |
20.7% |
225.75 |
2.0% |
98% |
True |
False |
331 |
| 80 |
11,125.75 |
8,348.50 |
2,777.25 |
25.1% |
217.00 |
2.0% |
98% |
True |
False |
249 |
| 100 |
11,125.75 |
6,626.75 |
4,499.00 |
40.6% |
236.25 |
2.1% |
99% |
True |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,487.00 |
|
2.618 |
11,348.25 |
|
1.618 |
11,263.25 |
|
1.000 |
11,210.75 |
|
0.618 |
11,178.25 |
|
HIGH |
11,125.75 |
|
0.618 |
11,093.25 |
|
0.500 |
11,083.25 |
|
0.382 |
11,073.25 |
|
LOW |
11,040.75 |
|
0.618 |
10,988.25 |
|
1.000 |
10,955.75 |
|
1.618 |
10,903.25 |
|
2.618 |
10,818.25 |
|
4.250 |
10,679.50 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,083.25 |
11,048.00 |
| PP |
11,080.50 |
11,021.00 |
| S1 |
11,078.00 |
10,994.00 |
|